+92.7%
UPS vs AR
-33.4%
+126.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.6% | -2.4% |
| 7D | 0.0% | -14.3% | +14.3% | +1.5% |
| 30D | +17.3% | +1.4% | +15.9% | +17.1% |
| 3M | +6.6% | +3.4% | +3.2% | +6.1% |
| 6M | +12.0% | -2.1% | +14.1% | +11.8% |
| YTD | +14.4% | +4.7% | +9.7% | +12.9% |
| 1Y | +23.3% | +10.6% | +12.7% | +21.0% |
| 3Y | -9.6% | +24.6% | -34.2% | -13.9% |
| 5Y | -34.1% | +71.9% | -106.0% | -40.5% |
| 10Y | +49.5% | +46.4% | +3.1% | +19.6% |
| All | +92.7% | -33.4% | +126.0% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling